+57.4%
CPRT vs TXG
+7.8%
+49.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.4% | -1.8% | +1.5% | -0.2% |
| 30D | +21.2% | -20.4% | +41.6% | +23.9% |
| 3M | +8.3% | +0.1% | +8.2% | +6.0% |
| 6M | -3.4% | +176.2% | -179.5% | -20.6% |
| YTD | -18.7% | +256.8% | -275.5% | -36.7% |
| 1Y | -23.5% | +255.9% | -279.4% | -40.7% |
| 3Y | -34.2% | +60.2% | -94.4% | -45.3% |
| 5Y | -18.2% | -65.1% | +46.9% | -16.8% |
| All | +57.4% | +7.8% | +49.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling